+362.4%
CFG vs DTE
+211.1%
+151.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | +1.5% | +0.2% | +1.4% | +1.4% |
| 30D | -3.8% | -2.6% | -1.3% | -2.3% |
| 3M | +11.5% | -3.9% | +15.4% | +14.0% |
| 6M | +19.2% | -7.9% | +27.1% | +24.7% |
| YTD | +23.7% | +7.2% | +16.5% | +17.2% |
| 1Y | +38.8% | +3.1% | +35.8% | +34.6% |
| 3Y | +178.9% | +47.6% | +131.3% | +110.8% |
| 5Y | +101.8% | +32.7% | +69.1% | +60.0% |
| 10Y | +317.3% | +138.8% | +178.5% | +163.0% |
| All | +362.4% | +211.1% | +151.3% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling